Do Alicorns always possess wings and horns? Or are they born 'normal', like the others? Are they really normal, anyways?

Celestia, Luna, and Cadence might not have always been this way. They had to earn their true colors.

This is at a time when they're still fillies, so no confusion is aroused.

New characters will be added upon being introduced in the story, so um... derp.